-1.2%
TLT vs BMNR
+233.9%
-235.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.6% | -8.5% | +6.9% | -1.6% |
| 30D | -1.3% | +33.8% | -35.1% | -1.4% |
| 3M | -3.7% | +54.7% | -58.5% | -3.8% |
| 6M | -6.4% | +16.7% | -23.1% | -6.4% |
| YTD | -4.5% | -10.9% | +6.4% | -4.5% |
| 1Y | -5.9% | -46.9% | +41.1% | -5.8% |
| All | -1.2% | +233.9% | -235.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling